Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 6.26% | 0.14 CHF | 0.16 CHF | 101,000 | 101,000 | 100,718 | 100,718 | 15,696 CHF | 16,705 CHF | 100.00% | 100.00% |
15/05/2024 | 5.07% | 0.15 CHF | 0.16 CHF | 101,000 | 101,000 | 102,141 | 102,141 | 20,120 CHF | 21,143 CHF | 100.00% | 100.00% |
14/05/2024 | 3.24% | 0.27 CHF | 0.28 CHF | 105,000 | 105,000 | 106,317 | 106,317 | 32,627 CHF | 33,690 CHF | 100.00% | 100.00% |
13/05/2024 | - | 0.44 CHF | - CHF | 112,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
10/05/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 111,000 | 111,000 | 111,446 | 111,446 | 48,592 CHF | 49,707 CHF | 100.00% | 100.00% |
08/05/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 112,000 | 112,000 | 112,175 | 112,175 | 51,077 CHF | 52,199 CHF | 99.06% | 99.06% |
07/05/2024 | 2.07% | 0.45 CHF | 0.46 CHF | 112,000 | 112,000 | 113,160 | 113,160 | 54,158 CHF | 55,291 CHF | 99.60% | 99.60% |
06/05/2024 | 1.93% | 0.51 CHF | 0.52 CHF | 114,000 | 114,000 | 114,798 | 114,798 | 58,777 CHF | 59,925 CHF | 100.00% | 100.00% |
03/05/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 114,000 | 114,000 | 113,848 | 113,848 | 56,102 CHF | 57,241 CHF | 99.99% | 99.99% |
02/05/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 116,000 | 116,000 | 116,185 | 116,185 | 63,384 CHF | 64,546 CHF | 100.00% | 100.00% |